+30.9%
QCOM vs ROL
-3.8%
+34.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +3.3% | -1.4% | +4.8% | +3.7% |
| 30D | +7.7% | -4.1% | +11.8% | +8.7% |
| 3M | -30.1% | -22.5% | -7.6% | -26.1% |
| 6M | +22.8% | -37.7% | +60.5% | +37.3% |
| YTD | +0.2% | -39.6% | +39.8% | +12.5% |
| 1Y | +7.9% | -36.0% | +43.9% | +18.7% |
| 3Y | +55.8% | -5.1% | +61.0% | +49.8% |
| All | +30.9% | -3.8% | +34.6% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ROL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling